+316.8%
IVV vs ELF
+357.0%
-40.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.7% |
| 7D | +0.1% | +5.4% | -5.2% | -0.6% |
| 30D | +0.1% | +27.0% | -26.9% | -3.0% |
| 3M | +2.0% | +113.2% | -111.2% | -7.7% |
| 6M | +13.0% | +36.6% | -23.5% | +7.7% |
| YTD | +13.6% | +44.2% | -30.6% | +6.9% |
| 1Y | +20.1% | -18.0% | +38.1% | +19.8% |
| 3Y | +77.6% | -19.9% | +97.5% | +67.2% |
| 5Y | +82.5% | +257.7% | -175.2% | +31.8% |
| All | +316.8% | +357.0% | -40.2% | +165.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ELF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling